{"title":"Efficiency, performance and value-at-risk of Latin American banks in a process of economic integration","authors":"Germán G. Creamer, T. Noe, P. Spindt","doi":"10.1109/CIFER.2000.844607","DOIUrl":null,"url":null,"abstract":"The article compares the financial performance, value-at-risk, and efficiency of the financial sector in major Latin American countries ([MERCOSUR, Argentina, Brazil, and Chile] and Andean region [Venezuela, Colombia, Ecuador, Peru and Bolivia]). The results of this research are also compared with US and international standards (the Basle Committee). A multivariate regression analysis will determine the factors that explain or help to predict the potential success associated with the levels of efficiency or risk of commercial banks, or at the other extreme, the potential bankruptcy associated with high levels of inefficiency and risk.","PeriodicalId":308591,"journal":{"name":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","volume":"20 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2000-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIFER.2000.844607","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The article compares the financial performance, value-at-risk, and efficiency of the financial sector in major Latin American countries ([MERCOSUR, Argentina, Brazil, and Chile] and Andean region [Venezuela, Colombia, Ecuador, Peru and Bolivia]). The results of this research are also compared with US and international standards (the Basle Committee). A multivariate regression analysis will determine the factors that explain or help to predict the potential success associated with the levels of efficiency or risk of commercial banks, or at the other extreme, the potential bankruptcy associated with high levels of inefficiency and risk.